+554.7%
AXTI vs KIM
+658.1%
-103.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.7% | +12.2% | +12.6% |
| 7D | +24.0% | -0.3% | +24.3% | +24.1% |
| 30D | -21.5% | -1.7% | -19.8% | -21.0% |
| 3M | -23.4% | -0.8% | -22.6% | -23.8% |
| 6M | +114.9% | +4.4% | +110.5% | +109.9% |
| YTD | +325.4% | +21.2% | +304.2% | +296.0% |
| 1Y | +2,136.7% | +10.5% | +2,126.1% | +2,036.6% |
| 3Y | +2,835.0% | +47.5% | +2,787.5% | +2,444.5% |
| 5Y | +652.8% | +37.1% | +615.7% | +567.6% |
| 10Y | +1,513.9% | +29.5% | +1,484.4% | +1,243.9% |
| All | +554.7% | +658.1% | -103.4% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling